I'd quite like to do mine black. So I've been paying attention to various posts which seem to vary from "just dawb em up" (which, frankly, is most compatible with my skill level) to removing, shot blasting, etc.

Having no idea how they work I picked one up off eBay for £12 so I can see what I'm up against without leaving myself unable to get to work or in a ditch on the way to work.
All pretty much as expected.
One of the slider bolts is stuck solid and the piston won't budge.

On painting: I'm told that after painting they absolutely must be lacquered.
Lacquer seems to be only available as a spray, therefore you might as well use spray paint too.

The state of this caliper you couldn't possibly paint it as it is.
Brushing it not very vigorously with a not very good wire brush did next to nothing.
It's hard to see how brushing could be sufficiently thorough without removing them.

So, combined with the necessity of spraying I conclude that they must be removed from the car for cleaning and painting.

I chose a light blue for my calipers, and I painted them in situ ( removed from the disc but hanging by the brake hose ) and they came out okay. No primer, just a quick wire brush, then painted with a brush - it's a thick paint that takes a while to dry but will creep into the dips.

I have a friend that sprayed his calipers a sort of gold colour - looked nice through the wheels

rwb - most rear calipers have a piston that needs winding back to carry out changing the pads etc. There's caliper winding kits on Amazon etc, I've got one but yet to use it, it looks like something you'd get into a right pickle with but if you watch youtube guides it's not too difficult, they come with an array of attachments to 'slot into' whatever pattern you have.

Basically front caliper pistons just push in using a G-clamp or something and rear pistons wind-and-push in kinda thing. On the rears; once 'wound in' they automatically wind back out themselves when you apply the footbrake (carefully) but the rubber boots around the pistons must be clean free to move otherwise they can twist and snag I think.